NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
49.60 |
50.08 |
0.48 |
1.0% |
49.45 |
| High |
50.79 |
50.36 |
-0.43 |
-0.8% |
52.40 |
| Low |
49.25 |
48.20 |
-1.05 |
-2.1% |
48.71 |
| Close |
50.00 |
48.29 |
-1.71 |
-3.4% |
49.61 |
| Range |
1.54 |
2.16 |
0.62 |
40.3% |
3.69 |
| ATR |
2.46 |
2.44 |
-0.02 |
-0.9% |
0.00 |
| Volume |
409,877 |
395,761 |
-14,116 |
-3.4% |
2,039,556 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.43 |
54.02 |
49.48 |
|
| R3 |
53.27 |
51.86 |
48.88 |
|
| R2 |
51.11 |
51.11 |
48.69 |
|
| R1 |
49.70 |
49.70 |
48.49 |
49.33 |
| PP |
48.95 |
48.95 |
48.95 |
48.76 |
| S1 |
47.54 |
47.54 |
48.09 |
47.17 |
| S2 |
46.79 |
46.79 |
47.89 |
|
| S3 |
44.63 |
45.38 |
47.70 |
|
| S4 |
42.47 |
43.22 |
47.10 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.31 |
59.15 |
51.64 |
|
| R3 |
57.62 |
55.46 |
50.62 |
|
| R2 |
53.93 |
53.93 |
50.29 |
|
| R1 |
51.77 |
51.77 |
49.95 |
52.85 |
| PP |
50.24 |
50.24 |
50.24 |
50.78 |
| S1 |
48.08 |
48.08 |
49.27 |
49.16 |
| S2 |
46.55 |
46.55 |
48.93 |
|
| S3 |
42.86 |
44.39 |
48.60 |
|
| S4 |
39.17 |
40.70 |
47.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.40 |
48.20 |
4.20 |
8.7% |
2.04 |
4.2% |
2% |
False |
True |
409,484 |
| 10 |
52.40 |
47.80 |
4.60 |
9.5% |
2.17 |
4.5% |
11% |
False |
False |
413,379 |
| 20 |
54.92 |
47.80 |
7.12 |
14.7% |
2.37 |
4.9% |
7% |
False |
False |
366,375 |
| 40 |
55.05 |
44.37 |
10.68 |
22.1% |
2.68 |
5.5% |
37% |
False |
False |
232,610 |
| 60 |
62.39 |
44.37 |
18.02 |
37.3% |
2.69 |
5.6% |
22% |
False |
False |
166,256 |
| 80 |
77.80 |
44.37 |
33.43 |
69.2% |
2.61 |
5.4% |
12% |
False |
False |
129,177 |
| 100 |
82.27 |
44.37 |
37.90 |
78.5% |
2.46 |
5.1% |
10% |
False |
False |
106,070 |
| 120 |
92.05 |
44.37 |
47.68 |
98.7% |
2.33 |
4.8% |
8% |
False |
False |
89,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.54 |
|
2.618 |
56.01 |
|
1.618 |
53.85 |
|
1.000 |
52.52 |
|
0.618 |
51.69 |
|
HIGH |
50.36 |
|
0.618 |
49.53 |
|
0.500 |
49.28 |
|
0.382 |
49.03 |
|
LOW |
48.20 |
|
0.618 |
46.87 |
|
1.000 |
46.04 |
|
1.618 |
44.71 |
|
2.618 |
42.55 |
|
4.250 |
39.02 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.28 |
49.71 |
| PP |
48.95 |
49.24 |
| S1 |
48.62 |
48.76 |
|